Felix Goltz, Research Director at Scientific Beta, will be presenting our research on "What Drives the Performance of Machine Learning Factor Strategies?" at the 8th Future of Financial Information Conference, which will be held in Frankfurt on 11-12 June 2026.
Felix's session will take place on the second day of the event (Friday, 12 June) and will be chaired by Dr. Sebastian Mueller, Professor of Finance at Technical University of Munich.
Felix's presentation will focus on the findings of our research paper, which shows that machine learning methods can generate substantial outperformance in real-world equity investments, but only when strategies are built from the ground up with implementation discipline and information breadth as core design principles.
Felix has been with Scientific Beta since inception. He carries out research in empirical finance and asset allocation, with a focus on alternative investments and indexing strategies. His work has appeared in various international academic and practitioner journals and handbooks, including the Journal of Portfolio Management, the Financial Analysts Journal, the Journal of Index Investing, the Journal of Investment Management and the Handbook of Finance (Wiley). He obtained an MSc and a PhD in finance from the University of Nice Sophia-Antipolis after studying economics and business administration at the University of Bayreuth and EDHEC Business School.